+741.5%
TT vs KEY
+107.2%
+634.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | -11.0% | +6.7% | -17.8% | -12.9% |
| 3M | -12.0% | -4.6% | -7.4% | -10.8% |
| 6M | -10.4% | +2.6% | -13.0% | -11.4% |
| YTD | +9.9% | +7.0% | +3.0% | +7.2% |
| 1Y | +1.5% | +23.5% | -22.0% | -5.6% |
| 3Y | +93.7% | +126.4% | -32.7% | +43.2% |
| 5Y | +139.2% | +13.0% | +126.2% | +114.6% |
| 10Y | +741.5% | +99.5% | +642.0% | +467.5% |
| All | +741.5% | +107.2% | +634.3% | +467.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling